+220.1%
C vs TFC
+90.1%
+130.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +1.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -5.4% | +9.2% | -14.6% | -11.5% |
| 3M | -9.2% | -2.9% | -6.2% | -7.2% |
| 6M | -1.8% | +3.5% | -5.3% | -5.0% |
| YTD | +6.7% | +5.4% | +1.3% | +1.8% |
| 1Y | +23.5% | +17.3% | +6.2% | +8.7% |
| 3Y | +219.8% | +96.7% | +123.1% | +87.3% |
| 5Y | +112.4% | -1.1% | +113.5% | +102.3% |
| 10Y | +220.1% | +84.7% | +135.4% | +63.2% |
| All | +220.1% | +90.1% | +130.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling